Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47528.39 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46133.78 Kr¶

PnL: ---------------------------------------> -754.79 Kr¶

DD now: ---------------------------------> -2.265 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 14:48:36.347126'

Anic Portfolio¶

Today¶

Return: -0.719 %¶

This Week¶

Return: -1.308 %¶

Total¶

Return: 55.596 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -2.130000 2737.000000 101.000000 3.830000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 0.380000 427.000000 72.000000 20.280000 355.000000
Corem Property Group B 59 -2.510000 641.330000 64.330000 11.150000 576.999999
HMS Networks 2 -1.290000 706.400000 33.400000 4.960000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Eastnine 4 -0.630000 506.400000 15.400000 3.140000 491.000000
Coor Service Management Hold. 8 0.290000 546.000000 14.000000 2.630000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.500000 259.440000 13.440000 5.460000 246.000000
OEM International B 7 -1.400000 541.100000 13.100000 2.480000 527.999997
Midsona B 63 -1.560000 595.350000 12.350000 2.120000 582.999984
Resurs Holding 22 -0.110000 583.000000 9.000000 1.570000 573.999998
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.600000 532.800000 5.800000 1.100000 527.000000
MedCap 2 -1.160000 425.000000 4.000000 0.950000 421.000000
Karnov Group 9 1.360000 538.200000 2.200000 0.410000 536.000004
Fastighetsbolag. Emilshus Pref 21 -3.070000 563.850000 1.850000 0.330000 562.000005
Essity B 2 -0.760000 575.600000 1.600000 0.280000 574.000000
Handelsbanken A 5 -1.750000 547.250000 1.250000 0.230000 546.000000
AcadeMedia 12 0.480000 557.520000 0.520000 0.090000 557.000004
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
Swedbank A 3 -1.760000 560.100000 -3.900000 -0.690000 564.000000
Nordea Bank Abp 29 -1.200000 3449.260000 -4.740000 -0.140000 3453.999992
Securitas B 6 -1.080000 560.880000 -9.120000 -1.600000 570.000000
CTEK 13 -0.840000 508.820000 -25.180000 -4.720000 533.999999
Boozt 12 -0.150000 1628.400000 -25.600000 -1.550000 1653.999996
Vivesto 1368 -1.930000 542.820000 -70.180000 -11.450000 612.999432
International Petroleum Corp. 5 1.270000 519.000000 -75.570000 -12.710000 594.565215
Sampo Oyj SDB 7 -0.830000 3745.000000 -105.000000 -2.730000 3850.000000
SAAB B 8 -1.210000 3260.000000 -117.000000 -3.460000 3377.000000
OX2 18 -1.340000 1523.700000 -140.300000 -8.430000 1663.999992
Axfood 13 -0.250000 3569.800000 -186.200000 -4.960000 3756.000001
Fasadgruppen Group 35 0.200000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 0.520000 3042.000000 -320.000000 -9.520000 3361.999992
TOTAL 46133.780000 -754.790000 -2.26507% 46888.564618

Updated:¶

'2023-01-13 14:48:48.351809'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶